The Annals of Statistics

Some new results for Dirichlet priors

Donato Michele Cifarelli and Eugenio Melilli

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Abstract

Let p be a random probability measure chosen by a Dirichlet process whose parameter a is a finite measure with support contained in $[0, +\infty)$ and suppose that $V = \int x^2p(dx)-[\int xp(dx)]^2$ is a (finite)random variable. This paper deals with the distribution of $V$, which is given in a rather general case. A simple application to Bayesian bootstrap is also illustrated.

Article information

Source
Ann. Statist., Volume 28, Number 5 (2000), 1390-1413.

Dates
First available in Project Euclid: 12 March 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1015957399

Digital Object Identifier
doi:10.1214/aos/1015957399

Mathematical Reviews number (MathSciNet)
MR1805789

Zentralblatt MATH identifier
1105.62303

Subjects
Primary: 62G99: None of the above, but in this section 62E15: Exact distribution theory

Keywords
Dirichlet process distribution of the variance hypergeometric functions

Citation

Cifarelli, Donato Michele; Melilli, Eugenio. Some new results for Dirichlet priors. Ann. Statist. 28 (2000), no. 5, 1390--1413. doi:10.1214/aos/1015957399. https://projecteuclid.org/euclid.aos/1015957399


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